Seasonality
Sign in to unlock 10Y & 20Y views
Jan is the seasonally strongest month over 5Y.
Jan averages +8.0% with a 67% win rate across 5 years of history.
Oct shows persistent seasonal weakness.
Oct averages -8.0% with only a 33% win rate across 5 years of history.
Q2 (Apr–May–Jun) is the seasonally strongest quarter.
The three months of Q2 combine for a +12.1% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +7.2% historically, with January alone posting a 67% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 155 of the year, the current YTD return is -39.3% vs the historical average for the same point.
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.55% | -9.54% | -11.66% | 6.95% | 3.37% | -10.86% | -1.17% | 5.95% | ||||
| 2025 | 17.71% | -3.04% | -13.67% | -4.75% | 17.94% | 14.08% | 4.79% | -4.49% | -0.52% | -11.71% | -0.06% | 1.96% |
| 2024 | 10.22% | 25.76% | -0.93% | -11.41% | 8.52% | 8.12% | -5.83% | 9.79% | 9.91% | -0.85% | 1.19% | 2.03% |
| 2023 | 23.79% | 17.43% | 21.15% | 13.39% | 10.15% | 8.41% | 11.02% | -7.13% | 1.46% | 0.35% | 8.59% | 8.20% |
| 2022 | -6.86% | -32.63% | 5.37% | -9.84% | -3.41% | -16.73% | -1.33% | 2.41% | -16.73% | -31.34% | 26.77% | 1.90% |
| 2021 | -5.43% | -0.27% | 14.33% | 10.37% | 1.12% | 5.77% | 2.47% | 6.48% | -10.54% | -4.66% | 0.28% | 3.66% |
| 2020 | -4.68% | -13.34% | 22.73% | 9.96% | 0.88% | 11.71% | 15.58% | -10.68% | 0.46% | 5.27% | -1.38% | |
| Avg | 8.00% | -1.00% | 0.18% | 3.92% | 6.81% | 1.38% | 3.09% | 3.77% | -4.51% | -7.96% | 7.00% | 2.73% |
META - Average returns for the respective month in the last 5 years
META - Average growth of $100 invested at start of year
5 years of data
META Distribution of Daily Returns from 2021 to 2026
META Distribution of Daily % Changes